+578.9%
QCOM vs UPS
+263.5%
+315.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +7.0% |
| 7D | +0.4% | 0.0% | +0.3% | +0.4% |
| 30D | -6.6% | +17.3% | -24.0% | -15.4% |
| 3M | +3.7% | +6.6% | -2.9% | -0.8% |
| 6M | -13.3% | +12.0% | -25.3% | -19.9% |
| YTD | -1.8% | +14.4% | -16.2% | -11.1% |
| 1Y | -2.5% | +23.3% | -25.8% | -15.8% |
| 3Y | +47.0% | -9.6% | +56.6% | +46.0% |
| 5Y | +13.1% | -34.1% | +47.2% | +35.8% |
| 10Y | +224.7% | +49.5% | +175.2% | +113.2% |
| All | +578.9% | +263.5% | +315.4% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling